GarchModel.ArchParameters Property

public Vector<Parameter<double>> ArchParameters { get; }

Public ReadOnly Property ArchParameters As Vector(Of Parameter(Of Double))
	Get

public:
property Vector<Parameter<double>^>^ ArchParameters {
	Vector<Parameter<double>^>^ get ();
}

member ArchParameters : Vector<Parameter<float>> with get

Property Value

This property returns the collection of parameters for the ARCH part of the model. The parameter with index 0 corresponds to the coefficient of the squared innovation with lag 1.

Reference